The side of the filter with 2 inlets, the black pipe goes to 'IN' (stamped on the filter) and the blue pipe goes on the other one. There is only pipe for the single outlet side of the filter, which you can't go wrong with.
Which pump did you replace? The in-tank one, or the engine one?
Check the in-tank pump fuse under the panel on the end of the dash, 15 amp, F27, but check the handbook to confirm.
Could also be the relay, which is under the dash behind the cubby hole draw thing. Bottom row, row of 3 white ones taped to the fuse board. Think it's the left one.
If none of that, then it's probably a crap pump and I would recommend a new one from VW.